-34.9%
DOW vs TTMI
+859.5%
-894.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | -0.2% |
| 7D | -6.0% | +7.5% | -13.5% | -6.8% |
| 30D | -2.7% | -4.5% | +1.7% | -2.5% |
| 3M | -10.5% | -28.5% | +18.1% | -7.9% |
| 6M | -12.4% | +28.4% | -40.8% | -18.7% |
| YTD | +30.0% | +80.1% | -50.0% | +10.3% |
| 1Y | +27.8% | +161.0% | -133.2% | -3.4% |
| All | -34.9% | +859.5% | -894.3% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling